+20.9%
MS vs SAP
-5.6%
+26.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +4.0% |
| 7D | +2.6% | +1.3% | +1.3% | +2.5% |
| 30D | +2.6% | +15.5% | -12.9% | +1.9% |
| 3M | -10.1% | +22.8% | -32.9% | -10.9% |
| 6M | +4.4% | +42.5% | -38.1% | +3.2% |
| YTD | +11.7% | +0.5% | +11.2% | +16.9% |
| 1Y | +20.9% | -5.9% | +26.9% | +34.3% |
| All | +20.9% | -5.6% | +26.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling